+64.2%
EWZ vs KMI
+159.6%
-95.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.8% |
| 7D | +0.1% | +6.0% | -6.0% | -3.2% |
| 30D | -25.9% | -3.4% | -22.5% | -24.5% |
| 3M | -6.1% | +1.8% | -7.9% | -7.5% |
| 6M | -16.1% | +0.4% | -16.6% | -17.1% |
| YTD | +1.0% | +20.8% | -19.8% | -10.8% |
| 1Y | 0.0% | +23.0% | -23.0% | -12.7% |
| 3Y | +16.8% | +123.3% | -106.5% | -32.2% |
| 5Y | +52.1% | +149.8% | -97.7% | -19.3% |
| All | +64.2% | +159.6% | -95.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling